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Title Author/Affiliation Topic Year of Publication
The determinants of euro area sovereign bond yield spreads during the crisis Central Bank European - European Central Bank Secondary Markets 2014
Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis Battistini, N., M. Pagano and S. Simonelli - Rutgers University; University of Naples Federico II, CSEF, EIEF and CEPR Secondary Markets 2014
Explaining Sovereign Spreads in the Euro Area: The Role of Contagion, Fiscal Sustainability and Multipla Equilibria Sergio Capaldi - Intesa Sanpaolo Bank Secondary Markets 2014
Measuring Treasury Market Liquidity Michael J. Fleming - Research officer at the Federal Reserve Bank of New York. michael.fleming@ny.frb.org Secondary Markets 2003
Conditional Volatility in Affine Term Structure Models: Evidence from Treasury and Swap Markets Kris Jacobs, Lotfi Karoui - McGill University - Faculty of Management, Goldman, Sachs & Co Secondary Markets 2008
Not Risk Free: The Relative Pricing of Euro Area Inflation-Indexed and Nominal Bonds Zorka Simon - University of Mannheim Secondary Markets 2015
Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations Ulrich Bindseil, Kjell G. Nyborg, Ilya A. Strebulaev - European Central Bank, UCLA Anderson School of Management, London Business School Secondary Markets 2004
The interest-rate sensitivity of the demand for sovereign debt. Evidence from OECD countries (1995-2011)? Evidence from the eurozone Giuseppe Grande, Sergio Masciantonio, Andrea Tiseno - Bank of Italy, Bank of Italy, Bank of Italy Secondary Markets 2014
Emerging Market Portfolio Flows : The Role of Benchmark-Driven Investors Serkan Arslanalp (1) ; Takahiro Tsuda (2) - International Monetary Fund (1); Ministry of Finance Japan (2) Secondary Markets 2015
Non-residents’ Holdings, Market Volatility and Public Debt Sustainability. An Analysis with Data for Italy Gianluca Cafiso - University of Catania, Italy Secondary Markets 2016

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